Accomodating diverse institutional investment objectives and constraints using nonlinear goal programming

DOI10.1016/S0377-2217(97)00061-1zbMath0955.90051MaRDI QIDQ1291759

John G. Powell, I. M. Premachandra

Publication date: 22 February 2001

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

investment analysislexicographic goal programminginstitutional portfolio management

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Management decision making, including multiple objectives (90B50)

Related Items

Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review ⋮ Financial portfolio management through the goal programming model: current state-of-the-art

Cites Work

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• Nonlinear goal programming theory and practice: A survey
• Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
• Portfolio Selection and Asset Pricing—Three-Parameter Framework